NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary
Previous Current
21-Mar-2011 22-Mar-2011 Change Change % Previous Week
Open 4.933 4.895 -0.038 -0.8% 4.694
High 4.958 4.961 0.003 0.1% 4.930
Low 4.874 4.887 0.013 0.3% 4.613
Close 4.892 4.961 0.069 1.4% 4.915
Range 0.084 0.074 -0.010 -11.9% 0.317
ATR 0.100 0.098 -0.002 -1.8% 0.000
Volume 4,021 2,442 -1,579 -39.3% 19,470
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.158 5.134 5.002
R3 5.084 5.060 4.981
R2 5.010 5.010 4.975
R1 4.986 4.986 4.968 4.998
PP 4.936 4.936 4.936 4.943
S1 4.912 4.912 4.954 4.924
S2 4.862 4.862 4.947
S3 4.788 4.838 4.941
S4 4.714 4.764 4.920
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.770 5.660 5.089
R3 5.453 5.343 5.002
R2 5.136 5.136 4.973
R1 5.026 5.026 4.944 5.081
PP 4.819 4.819 4.819 4.847
S1 4.709 4.709 4.886 4.764
S2 4.502 4.502 4.857
S3 4.185 4.392 4.828
S4 3.868 4.075 4.741
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.961 4.733 0.228 4.6% 0.093 1.9% 100% True False 4,071
10 4.961 4.566 0.395 8.0% 0.099 2.0% 100% True False 3,520
20 4.961 4.511 0.450 9.1% 0.104 2.1% 100% True False 3,216
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5.276
2.618 5.155
1.618 5.081
1.000 5.035
0.618 5.007
HIGH 4.961
0.618 4.933
0.500 4.924
0.382 4.915
LOW 4.887
0.618 4.841
1.000 4.813
1.618 4.767
2.618 4.693
4.250 4.573
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 4.949 4.943
PP 4.936 4.924
S1 4.924 4.906

These figures are updated between 7pm and 10pm EST after a trading day.

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